Shanghai DZH Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.80% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8972 | 24.53 | |
| 0.1522 | 38.34 | |
| 0.7516 | 135.31 | |
| -0.5389 | -7.23 |
Estimation Period:
Jan 28, 2011 to Feb 6, 2026
Jan 28, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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